Course Name Optimal Control 556
Semester Güz
Course Type Compulsory
Theory 3
Credit 3
ECTS 7
Course Description
Definition of optimization. Calculus of extrema and parameter optimization. Lagrange multipliers. Performance measures. Dynamic programing. Variational calculus and Pontragin's minimum principle. Dynamic optimization in control systems for different terminal conditions. Hamilton Jacobi-Bellman equation.The matrix Riccati equation. Optimization of discrete control systems. Numerical solution methods in optimal control problem